+45.9%
CSCO vs SNAP
-22.3%
+68.2%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.9% | -5.3% | +0.5% |
| 7D | -6.1% | -0.7% | -5.4% | -6.1% |
| 30D | -8.2% | +5.5% | -13.7% | -8.3% |
| 3M | -14.6% | +2.2% | -16.8% | -14.5% |
| 6M | +12.7% | -4.1% | +16.8% | +12.7% |
| YTD | +37.0% | -26.6% | +63.6% | +34.5% |
| 1Y | +45.9% | -20.7% | +66.7% | +43.9% |
| All | +45.9% | -22.3% | +68.2% | +43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded SNAP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling